+166.0%
CVX vs EMB
+7.3%
+158.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +13.4% | -0.5% | +13.9% | +13.6% |
| 3M | +11.8% | +0.3% | +11.5% | +11.6% |
| 6M | +12.4% | +1.2% | +11.3% | +11.6% |
| YTD | +41.5% | +1.5% | +40.0% | +40.2% |
| 1Y | +41.6% | +4.8% | +36.8% | +38.1% |
| 3Y | +42.2% | +30.4% | +11.9% | +26.4% |
| 5Y | +166.0% | +7.3% | +158.7% | +134.2% |
| All | +166.0% | +7.3% | +158.6% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling